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Trade: XRP/USDT/720/BBL/VWMA/9454

Strategy
XRP/USDT/720/BBL/VWMA/9454
Pair
XRP_USDT
Interval
12h
Score
695836
Daily Profit
0.170079
Profit Factor
5.804533
Profitability
66.666667
Streak
114.620794
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-16 05:53
Expiration Time
2025-11-30 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 654895.4694 547248.8364 107646.6329 6168170.7022 6904971.6806 -736800.9783
Total P&L (%) 654.8955 547.2488 107.6466 6168.1707 6904.9717 -736.801
Avg Daily Profit (%) 0.2619 0.2189 0.0431 0.1656 0.1701 0
Buy And Hold Return (%) 939.3127 939.3127 939.3127 939.3127 939.3127 939.3127
Max Trade Drawdown -69290 -61606 -72379 -3039804 -613507 -3655179
Profit Factor 2.9302 4.0787 1.6664 2.1167 5.8045 0.8197
Total Trades 85 42 43 85 42 43
Winning Trades 56 28 28 56 28 28
Losing Trades 29 14 15 29 14 15
Profitability (%) 65.8824 66.6667 65.1163 65.8824 66.6667 65.1163
Ratio Avg Win / Avg Loss 1.5175 2.0394 0.8927 1.0961 2.9023 0.4391
Largest Winning Trade 149419 149419 32233 3805161 3805161 616787
Largest Losing Trade -51098 -51098 -23206 -1474004 -505576 -1474004
Avg Bars in Trades 53 90 16 53 90 16
Avg Bars in Winners 42 68 16 42 68 16
Avg Bars in Losers 74 135 17 74 135 17
Bars Traded 4535 3811 724 4535 3811 724
Profit Streak 114.6208 114.6208 243.1208 114.6208 114.6208 243.1208
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147626 -147297 -297140 516886 695836 -577112

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1548763200000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757991236568,
    "expiration_time": 1764462096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 20,
            "offset": 248,
            "std": 3.05739
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            654895.4693795323,
            547248.8364343571,
            107646.632945175,
            6168170.702234377,
            6904971.68056017,
            -736800.9783257943
        ],
        [
            654.895469,
            547.248836,
            107.646633,
            6168.170702,
            6904.971681,
            -736.800978
        ],
        [
            0.261906,
            0.218856,
            0.04305,
            0.165627,
            0.170079,
            0
        ],
        [
            939.312724,
            939.312724,
            939.312724,
            939.312724,
            939.312724,
            939.312724
        ],
        [
            -69290,
            -61606,
            -72379,
            -3039804,
            -613507,
            -3655179
        ],
        [
            2.930248,
            4.078707,
            1.666429,
            2.116675,
            5.804533,
            0.819699
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            65.882353,
            66.666667,
            65.116279,
            65.882353,
            66.666667,
            65.116279
        ],
        [
            1.51745,
            2.039353,
            0.89273,
            1.096135,
            2.902266,
            0.439125
        ],
        [
            149419,
            149419,
            32233,
            3805161,
            3805161,
            616787
        ],
        [
            -51098,
            -51098,
            -23206,
            -1474004,
            -505576,
            -1474004
        ],
        [
            53,
            90,
            16,
            53,
            90,
            16
        ],
        [
            42,
            68,
            16,
            42,
            68,
            16
        ],
        [
            74,
            135,
            17,
            74,
            135,
            17
        ],
        [
            4535,
            3811,
            724,
            4535,
            3811,
            724
        ],
        [
            114.620793,
            114.620794,
            243.120794,
            114.620794,
            114.620794,
            243.120794
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147626,
            -147297,
            -297140,
            516886,
            695836,
            -577112
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1548763200000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757991236568,
    "expiration_time": 1764462096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 20,
            "offset": 248,
            "std": 3.05739
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)